\documentclass{article}
\usepackage{amssymb,amsmath,amscd,concmath}
\pagestyle{empty}
\begin{document}
\begin{equation*} \textbf{Z}_{t} = \left \{ \textbf{z}_{1},...,\textbf{z}_{t} \right \} \end{equation*}
\end{document}
